On spline regression under Gaussian subordination with long memory

Beran, Jan; Weiershäuser, Arno

On spline regression under Gaussian subordination with long memory

Dateien

127878.pdfGröße: 994.52 KBDownloads: 258

Datum

2010

Open Access-Veröffentlichung

Open Access Green

Sammlungen

Mathematik und Statistik

Publikationstyp

Zeitschriftenartikel

Publikationsstatus

Published

Erschienen in

Journal of Multivariate Analysis. 2010, 102(2), pp. 315-335. Available under: doi: 10.1016/j.jmva.2010.09.007

Zusammenfassung

Motivated by an example from neurobiology, we consider estimation in a spline regression model with long-range dependent errors that are generated by Gaussian subordination. Consistency and the asymptotic distribution are derived for general Hermite ranks. Simulations illustrate the asymptotic results and finite sample properties. The method is applied to optical measurements of calcium concentration in the antennal lobe of honey bees used in the study of olfactory patterns.

Fachgebiet (DDC)

510 Mathematik

Schlagwörter

Long-range dependence, Hermite rank, Gaussian subordination, Spline regression, Two-phase regression, Change point

Zitieren

ISO 690

BERAN, Jan, Arno WEIERSHÄUSER, 2010. On spline regression under Gaussian subordination with long memory. In: Journal of Multivariate Analysis. 2010, 102(2), pp. 315-335. Available under: doi: 10.1016/j.jmva.2010.09.007

BibTex

@article{Beran2010splin-566,
  year={2010},
  doi={10.1016/j.jmva.2010.09.007},
  title={On spline regression under Gaussian subordination with long memory},
  number={2},
  volume={102},
  journal={Journal of Multivariate Analysis},
  pages={315--335},
  author={Beran, Jan and Weiershäuser, Arno}
}

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Universitätsbibliographie

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